+89.9%
SO vs TE
-80.5%
+170.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.2% |
| 7D | +1.4% | -19.1% | +20.4% | +1.3% |
| 30D | +4.7% | -34.1% | +38.8% | +4.5% |
| 3M | +1.7% | -60.1% | +61.8% | +1.4% |
| 6M | +2.2% | -66.0% | +68.1% | +1.7% |
| YTD | +10.0% | -71.4% | +81.4% | +9.5% |
| 1Y | +6.0% | -45.3% | +51.3% | +5.5% |
| 3Y | +54.1% | +9.1% | +45.0% | +52.5% |
| 5Y | +79.6% | -82.6% | +162.2% | +82.4% |
| All | +89.9% | -80.5% | +170.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling